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We bound the error for the normal approximation of the number of triangles in the Erdos-Renyi random graph with respect to the Kolmogorov metric. Our bounds match the best available Wasserstein-bounds obtained by Barbour, Karonski and…

Probability · Mathematics 2017-04-04 Adrian Röllin

We develop Stein's method for the half-normal distribution and apply it to derive rates of convergence in distributional limit theorems for three statistics of the simple symmetric random walk: the maximum value, the number of returns to…

Probability · Mathematics 2015-11-24 Christian Döbler

In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…

Functional Analysis · Mathematics 2021-11-01 Vladimir Temlyakov , Tino Ullrich

Let $\cP_n$ be the space of homogeneous polynomials of degree $n$ on $\bbR^{m+1}$. We consider the asymptotic behavior of some coefficients relating to the decomposition of $\cP_n$ into the sum of $\SO(m+1)$-irreducible components. Using…

Classical Analysis and ODEs · Mathematics 2018-02-27 V. Gichev

A non-uniform and inhomogeneous random hypergraph model is considered, which is a straightforward extension of the celebrated binomial random graph model $\mathbb G(n, p)$. We establish necessary and sufficient conditions for small…

Probability · Mathematics 2024-08-13 Wojciech Michalczuk , Mikołaj Nieradko , Grzegorz Serafin

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-02-10 F. Götze , A. N. Tikhomirov

Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p_i$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov distance…

Probability · Mathematics 2009-01-23 Mathew D. Penrose

While there is extensive literature on approximation, deterministic as well as random, of general convex bodies $K$ in the symmetric difference metric, or other metrics arising from intrinsic volumes, very little is known for corresponding…

Metric Geometry · Mathematics 2025-08-25 Joscha Prochno , Carsten Schütt , Mathias Sonnleitner , Elisabeth M. Werner

We investigate the convergence rate in the Lyapunov theorem when the third absolute moments exist. By means of convex analysis we obtain the sharp estimate for the distance in the mean metric between a probability distribution and its zero…

Probability · Mathematics 2009-12-04 Ilya Tyurin

The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

Let $\mathbb{X}=\{X_{ij}: 1\le i,j\le n\}$ be an $n\times n$ array of independent random variables where $n\ge2$. Let $\pi$ be a uniform random permutation of $\{1,2,\dots,n\}$, independent of $\mathbb{X}$, and let…

Probability · Mathematics 2015-04-14 Louis H. Y. Chen , Xiao Fang

We derive normal approximation bounds for generalized $U$-statistics of the form \begin{equation*} S_{n,k}(f):=\sum_{ 1 \leq \beta (1),\dots,\beta (k) \leq n \atop \beta (i)\ne\beta (j), \ 1\leq i\ne j \leq k} f\big(X_{\beta…

Probability · Mathematics 2025-11-12 Qingwei Liu , Nicolas Privault

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

Analysis of PDEs · Mathematics 2009-11-11 Guy Barles , Espen R. Jakobsen

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

Probability · Mathematics 2019-03-20 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov , Dmitry Timushev

We prove that the sum of $t$ boolean-valued random variables sampled by a random walk on a regular expander converges in total variation distance to a discrete normal distribution at a rate of $O(\lambda/t^{1/2-o(1)})$, where $\lambda$ is…

Probability · Mathematics 2023-05-05 Louis Golowich

Consider a set P of N random points on the unit sphere of dimension $d-1$, and the symmetrized set S = P union (-P). The halving polyhedron of S is defined as the convex hull of the set of centroids of N distinct points in S. We prove that…

Computational Geometry · Computer Science 2014-04-25 Quentin Mérigot

For rescaled additive functionals of the sine-process, upper bounds are obtained for their speed of convergence to the Gaussian distribution with respect to the Kolmogorov-Smirnov metric. Under scaling with coefficient $R$ the…

Probability · Mathematics 2024-12-31 Alexander I. Bufetov

We investigate the Wasserstein distance between the empirical spectral distribution of non-Hermitian random matrices and the Circular Law. For general entry distributions, we obtain a nearly optimal rate of convergence in 1-Wasserstein…

Probability · Mathematics 2022-10-31 Jonas Jalowy

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

Probability · Mathematics 2017-03-21 Robert E. Gaunt